From 90682067e7724544e07fd588700aa0dbc87e7278 Mon Sep 17 00:00:00 2001 From: Camilo1704 Date: Wed, 5 Feb 2020 11:32:33 -0300 Subject: [PATCH] update balance first --- asset_backtester/backtester.py | 6 ++++-- 1 file changed, 4 insertions(+), 2 deletions(-) diff --git a/asset_backtester/backtester.py b/asset_backtester/backtester.py index fe7fb65..cb0cde4 100644 --- a/asset_backtester/backtester.py +++ b/asset_backtester/backtester.py @@ -53,10 +53,12 @@ class Backtest: index=[self._data.start_date - pd.Timedelta(1, unit='day')]) for date, data in data_iterator: - if date in rebalancing_days or date == first_day: + if date == first_day: + self._rebalance_portfolio(data) + self._update_balance(date, data) + if date in rebalancing_days: self._rebalance_portfolio(data) - self._update_balance(date, data) bar.update() self.balance['% change'] = self.balance['capital'].pct_change()